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Related papers: $C^{1,1}$ regularity for principal-agent problems

200 papers

We study regularity properties of the dynamic value functions of primal and dual problems of optimal investing for utility functions defined on the whole real line. Relations between decomposition terms of value processes of primal and dual…

Mathematical Finance · Quantitative Finance 2016-04-05 Michael Mania , Revaz Tevzadze

We study the regularity of the bilinear maximal operator when applied to Sobolev functions, proving that it maps $W^{1,p}(\mathbb{R}) \times W^{1,q}(\mathbb{R}) \to W^{1,r}(\mathbb{R})$ with $1 <p,q < \infty$ and $r\geq 1$, boundedly and…

Classical Analysis and ODEs · Mathematics 2011-06-06 Emanuel Carneiro , Diego Moreira

We prove a logarithmic improvement of the Caffarelli-Kohn-Nirenberg partial regularity theorem for the Navier-Stokes equations. The key idea is to find a quantitative counterpart for the absolute continuity of the dissipation energy using…

Analysis of PDEs · Mathematics 2022-10-05 Zhen Lei , Xiao Ren

In this paper we prove a $C^{1,\alpha}$ regularity result in dimension two for almost-minimizers of the constrained one-phase Alt-Caffarelli and the two-phase Alt-Caffarelli-Friedman functionals for an energy with variable coefficients. As…

Analysis of PDEs · Mathematics 2018-10-17 Luca Spolaor , Baptiste Trey , Bozhidar Velichkov

We prove an implicit function theorem for functions on infinite-dimensional Banach manifolds, invariant under the (local) action of a finite dimensional Lie group. Motivated by some geometric variational problems, we consider group actions…

Differential Geometry · Mathematics 2015-02-10 Renato G. Bettiol , Paolo Piccione , Gaetano Siciliano

In this work we study nonlocal operators and corresponding spaces of order strictly below one and investigate interior regularity properties of weak solutions to the associated Poisson problem depending on the regularity of the right-hand…

Analysis of PDEs · Mathematics 2023-05-11 Pierre Aime Feulefack , Sven Jarohs

We present a new, short proof of the increased regularity obtained by solutions to uniformly parabolic partial differential equations. Though this setting is fairly introductory, our new method of proof, which uses a priori estimates, can…

Analysis of PDEs · Mathematics 2015-09-01 Stephen Pankavich , Nicholas Michalowski

We prove boundary regularity and a compactness result for parabolic nonlocal equations of the form $u_t-Iu=f$, where the operator $I$ is not necessarily translation invariant. As a consequence of this and the regularity results for…

Analysis of PDEs · Mathematics 2012-12-18 Hector A. Chang Lara , Gonzalo Davila

Let I be a compact d-dimensional manifold, let X:I\to R be a Gaussian process with regular paths and let F_I(u), u\in R, be the probability distribution function of sup_{t\in I}X(t). We prove that under certain regularity and nondegeneracy…

Probability · Mathematics 2007-05-23 Jean-Marc Azais , Mario Wschebor

We establish volume comparison results for balls in Riemannian manifolds with $C^{1,1}$-metrics with a lower bound on the Ricci tensor and for the evolution of spacelike, acausal, causally complete hypersurfaces with an upper bound on the…

Differential Geometry · Mathematics 2016-04-15 Melanie Graf

We prove regularity of solutions of the $\bar\partial$-problem in the H\"older-Zygmund spaces of bounded, strongly $\mathbf C$-linearly convex domains of class $C^{1,1}$. The proofs rely on a new, analytic characterization of said domains…

Complex Variables · Mathematics 2021-01-26 Xianghong Gong , Loredana Lanzani

We establish continuous maximal regularity results for parabolic differential operators acting on sections of tensor bundles on Riemannian manifolds. As an application, we show that solutions to the Yamabe flow instantaneously regularize…

Analysis of PDEs · Mathematics 2016-09-29 Yuanzhen Shao , Gieri Simonett

This article deals with the variable coefficient thin obstacle problem in $n+1$ dimensions. We address the regular free boundary regularity, the behavior of the solution close to the free boundary and the optimal regularity of the solution…

Analysis of PDEs · Mathematics 2016-03-23 Herbert Koch , Angkana Rüland , Wenhui Shi

In this article we use flatness improvement argument to study the regularity of the free boundary for the biharmonic obstacle problem with zero obstacle. Assuming that the solution is almost one-dimensional, and that the non-coincidence set…

Analysis of PDEs · Mathematics 2020-03-03 Gohar Aleksanyan

Modeling the purposeful behavior of imperfect agents from a small number of observations is a challenging task. When restricted to the single-agent decision-theoretic setting, inverse optimal control techniques assume that observed behavior…

Computer Science and Game Theory · Computer Science 2013-08-19 Kevin Waugh , Brian D. Ziebart , J. Andrew Bagnell

We prove that the unique solution to the Dirichlet problem with constant source term for the inhomogeneous normalized infinity Laplacian on a convex domain of $\mathbb{R}^N$ is of class $C^1$. The result is obtained by showing as an…

Analysis of PDEs · Mathematics 2017-08-29 Graziano Crasta , Ilaria Fragalà

The regularity of refinable functions has been studied extensively in the past. A classical result by Daubechies and Lagarias states that a compactly supported refinable function in $\R$ of finite mask with integer dilation and translations…

Functional Analysis · Mathematics 2011-09-07 Yang Wang , Zhiqiang Xu

We investigate the interior pointwise $C^{\alpha}$ regularity for weak solutions of elliptic and parabolic equations with divergence-free drifts. For such equations, the integrability condition on the drift can be relaxed and the interior…

Analysis of PDEs · Mathematics 2024-02-29 Yuanyuan Lian

An abstract nonautonomous parabolic linear-quadratic regulator problem with very general final cost operator P_T is considered, subject to the same assumptions under which a classical solution of the associated differential Riccati equation…

Optimization and Control · Mathematics 2024-12-30 Paolo Acquistapace , Francesco Bartaloni

We prove that any two Kahler potentials on a compact Kahler manifold can be connected by a geodesic segment of C^{1,1} regularity. This follows from an a priori interior real Hessian bound for solutions of the nondegenerate complex…

Differential Geometry · Mathematics 2017-10-24 Jianchun Chu , Valentino Tosatti , Ben Weinkove